+41.5%
NU vs YUM
+16.8%
+24.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.3% |
| 7D | -4.9% | -6.1% | +1.2% | -0.9% |
| 30D | +7.8% | -5.8% | +13.6% | +11.7% |
| 3M | +20.9% | -7.6% | +28.6% | +26.3% |
| 6M | +0.9% | -9.1% | +10.0% | +6.2% |
| YTD | -12.7% | -5.5% | -7.1% | -11.7% |
| 1Y | -6.4% | -3.7% | -2.7% | -7.5% |
| 3Y | +98.1% | +17.8% | +80.3% | +46.9% |
| All | +41.5% | +16.8% | +24.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling